TradLife_A: present values of cashflows

Present values of liability cashflows of a simple whole life policy projected by the annuallife TradLife_A model.

See also

• The annuallife library

import modelx as mx
proj = mx.read_model("TradLife_A").Projection

vars = ['pv_premiums',
        'pv_claims_surr',
        'pv_claims_death',
        'pv_exps_maint',
        'pv_commissions',
        'pv_exps_acq']

# PolicyID 171 in simplelife corresponds to idx 170 (0-based array index)
# in TradLife_A.
idx = 170

for cells in vars:
    list(proj[idx].cells[cells](t) for t in range(50))

cfs = proj[idx].frame[vars].sort_index().dropna().droplevel(['x', 'y', 'basis'])
cfs.index = cfs.index.astype(int)

[proj[idx].pv_net_cf[t] for t in range(50)]

ncf = proj[idx].pv_net_cf.frame.sort_index()

import seaborn as sns
sns.set_theme(style="darkgrid")

axes = ncf.plot.line(marker='o', color='r')
cfs.plot(kind='bar', stacked=True, ax=axes)